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Limiting distribution meaning - PowerPoint PPT Presentation

If ? is not known then updating depends upon a distribution h(?)the hyperprior

The generalization of Bayes for continuous densities is that we have some density f( y | ? ) where y and ? are vectors of data and parameters with ? being sampled from a prior ?(?|?) where the ? are hyperparameters. If ? is known then Bayesian updating is.

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Limiting distribution meaning - PowerPoint PPT Presentation

If ? is not known then updating depends upon a distribution h(?)the hyperprior